Survival analysis and ROC analysis in analyzing credit risks : assessing default risks over time

Survival analysis and ROC analysis in analyzing credit risks assessing default risks over time

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Veröffentlicht in:Analyzing risk through probabilistic modeling in operations research
1. Verfasser: Hu, Nan (VerfasserIn)
Weitere Verfasser: Cheng, Haojie (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2016
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